UniCredit Call 45 EBO 19.03.2025
/ DE000HD43EJ7
UniCredit Call 45 EBO 19.03.2025/ DE000HD43EJ7 /
| 11/11/2024 12:28:45 |
Chg.0.000 |
Bid13:01:53 |
Ask13:01:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
0.00% |
0.950
Bid Size: 35,000 |
0.970
Ask Size: 35,000 |
ERSTE GROUP BNK INH.... |
45.00 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD43EJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
19/03/2025 |
| Issue date: |
25/03/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
0.85 |
| Time value: |
0.15 |
| Break-even: |
55.00 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
8.70% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
4.49 |
| Rho: |
0.12 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.930 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.41% |
| 1 Month |
|
|
+47.62% |
| 3 Months |
|
|
+93.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.820 |
| 1M High / 1M Low: |
0.950 |
0.560 |
| 6M High / 6M Low: |
0.950 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.543 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.56% |
| Volatility 6M: |
|
119.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
